Anic Equity¶

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Total return since start: 0.57 %¶

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Equity now: -----------------------------> 47956.03 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46561.06 Kr¶

PnL: ---------------------------------------> -327.51 Kr¶

DD now: ---------------------------------> -1.386 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 09:38:05.921844'

Anic Portfolio¶

Today¶

Return: 0.009 %¶

This Week¶

Return: 0.09 %¶

Total¶

Return: 56.996 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.000000 3100.000000 173.000000 5.910000 2927.000000
HEBA B 70 0.630000 2807.000000 171.000000 6.490000 2636.000010
Beijer Electronics Group 26 0.670000 3114.800000 143.800000 4.840000 2971.000006
SAAB B 8 1.410000 3455.200000 78.200000 2.320000 3377.000000
Corem Property Group B 59 -0.090000 621.860000 44.860000 7.770000 576.999999
AcadeMedia 12 -0.890000 601.800000 44.800000 8.040000 557.000004
Boozt 12 0.000000 1696.800000 42.800000 2.590000 1653.999996
MedCap 2 0.880000 460.000000 39.000000 9.260000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.130000 391.400000 36.400000 10.250000 355.000000
Resurs Holding 22 -0.180000 608.300000 34.300000 5.980000 573.999998
HMS Networks 2 -0.790000 705.200000 32.200000 4.780000 673.000000
Nordea Bank Abp 29 0.890000 3485.220000 31.220000 0.900000 3453.999992
Securitas B 6 -0.120000 587.880000 17.880000 3.140000 570.000000
Swedbank A 3 0.050000 581.400000 17.400000 3.090000 564.000000
Intrum 4 -0.880000 540.600000 13.600000 2.580000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
OEM International B 7 -0.130000 538.300000 10.300000 1.950000 527.999997
Coor Service Management Hold. 8 0.000000 542.000000 10.000000 1.880000 532.000000
Karnov Group 9 -0.330000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.100000 250.080000 4.080000 1.660000 246.000000
Handelsbanken A 5 0.140000 548.500000 2.500000 0.460000 546.000000
Norva24 Group 16 -3.790000 544.960000 1.960000 0.360000 543.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Essity B 2 0.000000 560.600000 -13.400000 -2.330000 574.000000
Midsona B 63 -0.770000 569.520000 -13.480000 -2.310000 582.999984
CTEK 13 -0.230000 516.230000 -17.770000 -3.330000 533.999999
Essity A 4 -0.710000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -0.720000 554.000000 -40.570000 -6.820000 594.565215
Vivesto 1368 2.250000 559.510000 -53.490000 -8.730000 612.999432
Sampo Oyj SDB 7 -0.460000 3790.500000 -59.500000 -1.550000 3850.000000
Axfood 13 0.910000 3615.300000 -140.700000 -3.750000 3756.000001
Fasadgruppen Group 35 1.570000 3633.000000 -178.000000 -4.670000 3810.999990
OX2 18 -0.930000 1434.600000 -229.400000 -13.790000 1663.999992
Ovzon 52 -1.270000 2828.800000 -533.200000 -15.860000 3361.999992
TOTAL 46561.060000 -327.510000 -1.38569% 46888.564618

Updated:¶

'2023-01-25 09:38:18.456237'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶